Goldman Sachs Call 45 VZ 20.06.20.../  DE000GG7D2Q0  /

EUWAX
2024-07-24  11:46:16 AM Chg.- Bid10:00:38 PM Ask10:00:38 PM Underlying Strike price Expiration date Option type
0.090EUR - -
Bid Size: -
-
Ask Size: -
Verizon Communicatio... 45.00 USD 2025-06-20 Call
 

Master data

WKN: GG7D2Q
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: Verizon Communications Inc
Type: Warrant
Option type: Call
Strike price: 45.00 USD
Maturity: 2025-06-20
Issue date: 2024-04-24
Last trading day: 2025-06-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 38.54
Leverage: Yes

Calculated values

Fair value: 0.13
Intrinsic value: 0.00
Implied volatility: 0.17
Historic volatility: 0.20
Parity: -0.56
Time value: 0.09
Break-even: 42.41
Moneyness: 0.86
Premium: 0.18
Premium p.a.: 0.20
Spread abs.: 0.01
Spread %: 5.68%
Delta: 0.28
Theta: 0.00
Omega: 10.61
Rho: 0.08
 

Quote data

Open: 0.090
High: 0.090
Low: 0.090
Previous Close: 0.091
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -52.63%
1 Month
  -43.75%
3 Months
  -35.71%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.190 0.090
1M High / 1M Low: 0.190 0.090
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.148
Avg. volume 1W:   0.000
Avg. price 1M:   0.155
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   211.03%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -